Pages that link to "Item:Q3560080"

The following pages link to APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080):

Displaying 17 items.

• Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• The \(\beta\)-Meixner model (Q765298) (← links)
• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
• Asian options and meromorphic Lévy processes (Q2255010) (← links)
• CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK (Q2842534) (← links)
• DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
• PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER (Q3107930) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522) (← links)
• ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
• Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
• A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)